+80.4%
CBRE vs SWK
+46.0%
+34.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +5.2% | +11.0% | -5.9% | +1.0% |
| 30D | +6.2% | +30.1% | -23.8% | -3.8% |
| 3M | -8.1% | +14.7% | -22.8% | -12.9% |
| 6M | -6.6% | +44.5% | -51.1% | -19.3% |
| YTD | -15.7% | +59.4% | -75.1% | -30.4% |
| 1Y | -9.7% | +77.5% | -87.2% | -28.7% |
| 3Y | +80.4% | +49.5% | +30.9% | +41.7% |
| All | +80.4% | +46.0% | +34.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling